Contracts to buy

• 06/19/2018 at 6:07 AM #73618
  ChrisNYE

  myATR = 5* averagetruerange[14](close) SELLSHORT MYATR/250 CONTRACT AT MARKET END IF

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  myATR = 5* averagetruerange[14](close)   SELLSHORT MYATR/250 CONTRACT AT MARKET END IF

  I am trying to create code that will buy/sell contracts based on my atr and risk per trade amount i.e $250 but can’t get it to work

  

  ChrisNYE

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  06/19/2018 at 6:23 AM #73623
  Vonasi

  What is the ATR of the instrument that you are working on? If it is less than 50 then you will always return a value of less than 1 and PRT will buy 1 contract.

  You ENDIF is also not correctly typed but this will not be the issue.

  

  Vonasi

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  06/19/2018 at 6:25 AM #73624
  ChrisNYE

  Fx can be 0.00147 or an index it could be 10.2

  I thought PRT could now incorporate decimal size contracts?

  

  ChrisNYE

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  06/19/2018 at 6:39 AM #73626
  Vonasi

  When you say ‘can’t get it to work’ what do you mean exactly. Does it buy nothing or does it buy but only contracts of size 1?

  Have you tried graphing the myATR/25?

  

  Vonasi

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  06/19/2018 at 6:42 AM #73627
  Vonasi

  Sometimes PRT gets confused with division by zero. Try the following:

  MinimumSize = 1 //Minimum size position allowed for instrument PositionSize = Max(MinimumSize,(MyATR/250)) SELLSHORT PositionSize contracts at market

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  MinimumSize = 1 //Minimum size position allowed for instrument PositionSize = Max(MinimumSize,(MyATR/250))   SELLSHORT PositionSize contracts at market

   

  

  Vonasi

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  06/19/2018 at 6:54 AM #73629
  ChrisNYE

  It does something just not what I wanted it to. It should have a max loss @$250 – this doesnt seem to be happening.

  Stupid q I am sure what is this graphing you are talking about?

  The code you gave me only seems to be buying 1 contract

  

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  06/19/2018 at 7:11 AM #73630
  Nicolas

  Debugging in ProBacktest with GRAPH instruction

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  immo_vienna

  

  Nicolas

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  06/19/2018 at 7:30 AM #73638
  ChrisNYE

  I have absolutely no idea what that is :(. It might as well be written in Mandarin

  

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  06/19/2018 at 8:14 AM #73646
  GraHal

  Vonasi wrote:

  Have you tried graphing the myATR/25?

  Type

  ‘GRAPH myATR/250′

  at the bottom of your code and run the System and then you will see what the values are of, well errmm yes you’ve guessed it 🙂 …  myATR/250

  

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  06/19/2018 at 9:13 AM #73654
  ChrisNYE

  Ah ok that seems simple.

  I might time my art by 100 to get number above 1 and then * 5

  

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  06/19/2018 at 9:30 PM #73706
  ChrisNYE

  I have worked it out – At last I have a win on my side.

  The graph was what I needed – THANK YOU

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  GraHal

  

  ChrisNYE

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